+43.0%
TMUS vs XME
+179.6%
-136.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.3% | +3.6% | -3.9% | -0.6% |
| 30D | +3.1% | +3.6% | -0.5% | +2.8% |
| 3M | +2.4% | +1.2% | +1.2% | +2.3% |
| 6M | -17.1% | +9.0% | -26.1% | -18.2% |
| YTD | -9.1% | +15.9% | -25.0% | -11.7% |
| 1Y | -23.6% | +43.2% | -66.8% | -28.9% |
| 3Y | +38.8% | +137.4% | -98.5% | +14.2% |
| 5Y | +43.0% | +185.0% | -142.1% | +10.9% |
| All | +43.0% | +179.6% | -136.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling